Free Trial

Trading mildly lower in the middle...>

US TSY FUTURES: Trading mildly lower in the middle of the range; Tsy traded
moderately lower at the bell near the bottom of a wide range but have since
pared losses; strong volume (TYZ 1.39M), curves remain steeper; update:
* 2s10s +0.339, 30.866 (29.522L/33.671H);
* 2s30s +0.621, 46.550 (45.200L/50.279H);
* 5s30s +0.433, 29.303 (28.875L/32.044H);
Current futures levels:
* Dec Ultra bonds down 20/32 at 150-19 (149-11L/150-28H)
* Dec 30-yr Bond futures down 13/32 at 138-03 (137-08L/138-08H)
* Dec 10-yr futures down 06/32 at 117-30 (117-19.5L/118-00H)
* Dec 5-yr futures down 03/32 at 112-02 (111-28.5L/112-3.25H)
* Dec 2-yr futures down 0.75/32 at 105-8.25 (105-6.5L/105-8.75H)

To read the full story



MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.